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ppauper
Posts: 70239
Joined: November 15th, 2001, 1:29 pm

P&D Readling List New Suggestions ?

July 27th, 2007, 12:41 pm

QuoteOriginally posted by: mirettaAccording to the author's Web site, there will be two editions of the book: English and German.The edition due to appear first is the English one.okthe order seems a little strange if the guy is german
 
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miretta
Posts: 53
Joined: May 31st, 2007, 2:46 pm

P&D Readling List New Suggestions ?

July 27th, 2007, 1:11 pm

QuoteOriginally posted by: ppauperQuoteOriginally posted by: mirettaAccording to the author's Web site, there will be two editions of the book: English and German.The edition due to appear first is the English one.okthe order seems a little strange if the guy is german:-)Yeah, but honestly: how much will the German book sell?I mean, in finance, virtually everyone publishes in English to be able sell at least a few copies... this applies to Germans, Italians, French, etc. Is this not true?
 
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dibble
Posts: 727
Joined: October 2nd, 2006, 5:19 pm

P&D Readling List New Suggestions ?

July 27th, 2007, 1:56 pm

mirettaI was wondering why do you rate Sondermann's book over Steele's, Shreve's, Mikosch etc, etc
 
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miretta
Posts: 53
Joined: May 31st, 2007, 2:46 pm

P&D Readling List New Suggestions ?

July 27th, 2007, 3:48 pm

QuoteOriginally posted by: dibblemirettaI was wondering why do you rate Sondermann's book over Steele's, Shreve's, Mikosch etc, etcDibble, the books you mention are definitely good too! Shreve's is another of my favorite books.However, I personally prefer Sondermann's book because it is a collection of lectures notes of the pre-sessional class he gave (and I have attended!) before the start of the masters in finance at ETH Zurich time ago. The notes were a very good mix of math and intuition, and great preparation for the much more challenging quantitative classes over the year.But I guess this book (given its size of 130pp.) also serves well those at a more advanced level wanting to review stoch. calculus in a few days before an interview or whatever...
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

P&D Readling List New Suggestions ?

July 27th, 2007, 9:55 pm

Why dibble, you've had a haircut.
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

P&D Readling List New Suggestions ?

July 28th, 2007, 12:30 am

the sondermann book is absolute rubbish, forget this crap. once you are in the industry you realize that you don't want to read it. the fries book, I personally liked. I spent some time on his lecture notes and liked what I read. he is definitelya monte carlo guy, so there is not much about trees or pdes in there, but the MC stuff I found quite refreshing. it is twisted towards rates guys and goes into basic exotics at some length. I look forward to it coming out in book form. BTW, you guys are coming up with too many ideas. The problem is not to provide an exhaustive list of books and papers, but to bring up the right short list that says: "If I read this, then up to that level, I don't need anthing else, coz' I can figure out whatever is elsewhere".
 
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miretta
Posts: 53
Joined: May 31st, 2007, 2:46 pm

P&D Readling List New Suggestions ?

July 28th, 2007, 7:08 am

QuoteOriginally posted by: unkpaththe sondermann book is absolute rubbish, forget this crap. once you are in the industry you realize that you don't want to read it. Hi unkpath. May I ask you to explain your point of view: is it the style or the contents you consider to be "absolute rubbish"?
 
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mj
Posts: 3449
Joined: December 20th, 2001, 12:32 pm

P&D Readling List New Suggestions ?

July 30th, 2007, 3:10 am

I am all for keeping the P&D book list short -- particularly since both my books are on itMore seriously, when I did mine (www.markjoshi.com) I deliberately tried to keep it short, since the entry level person wants a path to a job, not a comprehensive literature review.
 
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player
Posts: 2290
Joined: August 5th, 2002, 10:00 am

P&D Readling List New Suggestions ?

July 30th, 2007, 9:11 am

you need book one actualy will read rather than a reference book...
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